Anic Equity¶

Anic Portfolio¶

Today¶

Return: -0.244 %¶

This Week¶

Return: -0.244 %¶

Total portfolio value¶

Return including deposits: 70.852 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.880000 2354.000000 165.000000 7.540000 2189.000000
Embracer Group B 26 3.050000 694.590000 32.590000 4.920000 661.999988
SynAct Pharma 9 -1.070000 666.900000 21.900000 3.400000 645.000003
Sdiptech B 3 1.370000 840.600000 18.600000 2.260000 822.000000
Biotage 4 0.520000 621.600000 18.600000 3.080000 603.000000
BHG Group 49 -5.630000 657.580000 18.580000 2.910000 638.999984
Vitrolife 3 2.490000 692.400000 15.400000 2.270000 677.000001
Addtech B 3 1.540000 714.000000 14.000000 2.000000 699.999999
Eastnine 6 -2.960000 669.600000 12.600000 1.920000 657.000000
Indutrade 5 1.680000 1332.500000 12.500000 0.950000 1320.000000
Xvivo Perfusion 3 0.000000 856.500000 11.500000 1.360000 845.000001
Addnode Group B 6 1.680000 762.000000 10.000000 1.330000 751.999998
Nolato B 12 -0.460000 655.200000 7.200000 1.110000 648.000000
Latour B 2 2.200000 455.800000 6.800000 1.510000 449.000000
BONESUPPORT HOLDING 10 -0.490000 1227.000000 3.000000 0.250000 1224.000000
Fortnox 10 3.590000 670.200000 2.200000 0.330000 668.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -0.960000 652.400000 -1.600000 -0.240000 653.999997
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Lime Technologies 2 -0.670000 590.000000 -3.000000 -0.510000 593.000000
Sampo Oyj SDB 1 -1.000000 497.000000 -8.000000 -1.580000 505.000000
Volati 5 -4.720000 565.000000 -9.000000 -1.570000 574.000000
Investor B 3 0.230000 647.100000 -10.900000 -1.660000 657.999999
SCA A 4 -0.680000 586.400000 -12.600000 -2.100000 599.000000
Humana 40 1.740000 654.400000 -19.600000 -2.910000 674.000000
Sedana Medical 135 -3.050000 4295.700000 -35.300000 -0.820000 4330.999935
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Lundin Gold 7 1.380000 922.600000 -51.400000 -5.280000 973.999999
Ambea 68 0.940000 2482.000000 -55.000000 -2.170000 2537.000032
Creades A 7 1.030000 547.400000 -63.600000 -10.410000 610.999998
Investor A 16 0.090000 3459.200000 -85.800000 -2.420000 3545.000000
New Wave B 40 -0.790000 3788.800000 -127.200000 -3.250000 3916.000000
Gaming Innovation Group 161 0.400000 4057.200000 -130.800000 -3.120000 4187.999942
Wästbygg Gruppen B 80 -2.350000 2664.000000 -207.000000 -7.210000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 45853.420000 -899.580000 -1.75432% 46752.999863

Updated:¶

'2023-06-13 12:26:53.576509'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶